Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124347.462 | 951687.3286 | 172660.1335 | 36983274.2772 | 46384255.4981 | -9400981.2209 |
Total P&L (%) | 1124.3475 | 951.6873 | 172.6601 | 36983.2743 | 46384.2555 | -9400.9812 |
Avg Daily Profit (%) | 0.4497 | 0.3806 | 0.0691 | 0.2369 | 0.2459 | 0 |
Buy And Hold Return (%) | 817.2688 | 817.2688 | 817.2688 | 817.2688 | 817.2688 | 817.2688 |
Max Trade Drawdown | -107360 | -61445 | -80996 | -48901888 | -30226165 | -28789819 |
Profit Factor | 2.7697 | 3.4899 | 1.6821 | 1.3498 | 1.6932 | 0.7577 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 46.4968 | 40.5063 | 52.5641 | 46.4968 | 40.5063 | 52.5641 |
Ratio Avg Win / Avg Loss | 3.187 | 5.1258 | 1.518 | 1.5532 | 2.4869 | 0.6838 |
Largest Winning Trade | 344665 | 344665 | 51196 | 53861442 | 53861442 | 4061367 |
Largest Losing Trade | -39307 | -39307 | -22285 | -14033207 | -14033207 | -7226740 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 86 | 95 | 79 | 86 | 95 | 79 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 9700 | 5108 | 4592 | 9700 | 5108 | 4592 |
Profit Streak | 96.0306 | 99.7806 | 96.0306 | 96.0306 | 99.7806 | 96.0306 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32605 | -128043 | -296887 | 384152 | -18053 | -614344 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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